CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 06-Jul-2012

Day Change Summary
	Previous	Current
	05-Jul-2012	06-Jul-2012	Change	Change %	Previous Week
Open	1.2598	1.2430	-0.0168	-1.3%	1.2655
High	1.2598	1.2430	-0.0168	-1.3%	1.2655
Low	1.2412	1.2316	-0.0096	-0.8%	1.2316
Close	1.2436	1.2318	-0.0118	-0.9%	1.2318
Range	0.0186	0.0114	-0.0072	-38.7%	0.0339
ATR	0.0087	0.0089	0.0002	2.7%	0.0000
Volume	4	43	39	975.0%	58

Daily Pivots for day following 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2697	1.2621	1.2381
R3	1.2583	1.2507	1.2349
R2	1.2469	1.2469	1.2339
R1	1.2393	1.2393	1.2328	1.2374
PP	1.2355	1.2355	1.2355	1.2345
S1	1.2279	1.2279	1.2308	1.2260
S2	1.2241	1.2241	1.2297
S3	1.2127	1.2165	1.2287
S4	1.2013	1.2051	1.2255

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3447	1.3221	1.2504
R3	1.3108	1.2882	1.2411
R2	1.2769	1.2769	1.2380
R1	1.2543	1.2543	1.2349	1.2487
PP	1.2430	1.2430	1.2430	1.2401
S1	1.2204	1.2204	1.2287	1.2148
S2	1.2091	1.2091	1.2256
S3	1.1752	1.1865	1.2225
S4	1.1413	1.1526	1.2132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2720	1.2316	0.0404	3.3%	0.0099	0.8%	0%	False	True	12
10	1.2720	1.2316	0.0404	3.3%	0.0063	0.5%	0%	False	True	9
20	1.2749	1.2316	0.0433	3.5%	0.0058	0.5%	0%	False	True	7
40	1.3000	1.2316	0.0684	5.6%	0.0044	0.4%	0%	False	True	5

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2915
2.618	1.2728
1.618	1.2614
1.000	1.2544
0.618	1.2500
HIGH	1.2430
0.618	1.2386
0.500	1.2373
0.382	1.2360
LOW	1.2316
0.618	1.2246
1.000	1.2202
1.618	1.2132
2.618	1.2018
4.250	1.1832

Fisher Pivots for day following 06-Jul-2012
Pivot	1 day	3 day
R1	1.2373	1.2485
PP	1.2355	1.2429
S1	1.2336	1.2374

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These figures are updated between 7pm and 10pm EST after a trading day.

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